-30.0%
GLXY vs PENG
+155.7%
-185.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +10.3% | +2.9% | +8.4% |
| 7D | +14.3% | +1.9% | +12.5% | +11.9% |
| 30D | -19.6% | -37.8% | +18.2% | -2.1% |
| 3M | -20.7% | -14.1% | -6.6% | -17.0% |
| 6M | -49.6% | +13.1% | -62.7% | -57.6% |
| YTD | -28.6% | +151.8% | -180.4% | -63.2% |
| 1Y | -48.0% | +136.0% | -184.0% | -72.4% |
| All | -30.0% | +155.7% | -185.7% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling